+35.7%
HST vs ULTA
+6.6%
+29.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -1.0% | +9.0% | -10.0% | -2.1% |
| 30D | -12.3% | +4.6% | -16.8% | -12.8% |
| 3M | -6.4% | +22.0% | -28.3% | -9.1% |
| 6M | +15.0% | -14.7% | +29.7% | +18.0% |
| YTD | +30.5% | -6.8% | +37.3% | +32.2% |
| 1Y | +35.7% | +6.5% | +29.1% | +33.5% |
| All | +35.7% | +6.6% | +29.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling